+260.3%
STT vs GRMN
+646.1%
-385.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -1.8% | +0.4% | -0.5% |
| 30D | +2.2% | -12.1% | +14.3% | +8.9% |
| 3M | +18.8% | +18.0% | +0.8% | +7.2% |
| 6M | +57.9% | +13.7% | +44.2% | +44.6% |
| YTD | +51.0% | +35.3% | +15.7% | +25.2% |
| 1Y | +77.1% | +17.2% | +59.9% | +57.6% |
| 3Y | +199.8% | +179.6% | +20.2% | +46.4% |
| 5Y | +156.0% | +75.6% | +80.4% | +66.5% |
| All | +260.3% | +646.1% | -385.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling